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genpark-propensity-score-inverse-probability-weighting-skill

mcp
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SUMMARY

GenPark AI Agent Skill - Propensity score matching and Inverse Probability Weighting (IPW) estimator calculating Average Treatment Effect (ATE) under conditional ignorability.

README.md

GenPark Propensity Score Inverse Probability Weighting (IPW) Skill

Propensity score matching and Inverse Probability Weighting (IPW) estimator calculating Average Treatment Effect (ATE).

Read more at GenPark and the GenPark MCP Catalog.

graph TD
    X[Observed Covariates X] -->|Logistic Regression| P[Propensity Score e X = P T=1|X]
    P --> W[Inverse Weighting: 1/e for T=1, 1/1-e for T=0]
    W --> H[Hajek Pseudo-Population Balancing]
    H --> A[Unbiased Average Treatment Effect ATE]
    style X fill:#e1f5fe
    style P fill:#fff9c4
    style W fill:#ffcdd2
    style H fill:#c8e6c9
    style A fill:#bbdefb

Features

  • Pure Python gradient descent logistic regression for propensity score modeling.
  • Hajek-stabilized Inverse Probability Weighting (IPW) with boundary trimming.
  • Zero external dependencies.

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